+87.9%
MO vs SN
+476.8%
-388.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.5% |
| 7D | -2.4% | -3.4% | +1.0% | -2.5% |
| 30D | +3.6% | -9.1% | +12.6% | +3.4% |
| 3M | -3.7% | +31.8% | -35.5% | -3.3% |
| 6M | +4.5% | +52.0% | -47.5% | +5.2% |
| YTD | +21.5% | +51.3% | -29.8% | +22.4% |
| 1Y | +9.5% | +46.9% | -37.3% | +10.0% |
| 3Y | +93.6% | +394.9% | -301.4% | +79.7% |
| All | +87.9% | +476.8% | -388.9% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling